Cramer Rao Lower Bound for Phase Estimation

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Consider the DSB carrier frequency estimation problem given in the introductory chapter to estimation theory. A message is sent across a channel modulated by a sinusoidal carrier with carrier frequency = fc and amplitude= ‘A’. The transmitted signal gets affected by zero-mean AWGN noise when it travels across the medium. The receiver receives the signal and digitizes it for further processing.

To recover the message at the receiver, one has to know every details of the sinusoid: 1) Amplitude-’A’ 2) Carrier Frequency – and 3) Any uncertainty in its phase – .

Given a set of digitized samples x[n] and assuming that both amplitude and carrier frequency are known, we are tasked with the objective of estimating the phase of the embedded sinusoid (cosine wave). For analyzing this scenario we should have a model to begin with.

The digitized samples at the receiver are modeled as

Here A and are assumed to be known and w[n] is an AWGN noise with mean=0 and variance=.
We will use CRLB and try to find an efficient estimator to estimate the phase component.

CRLB for Phase Estimation:

As a pre-requisite to this article, readers are advised to go through the previous chapter on “Steps to find CRLB”

In order to derive CRLB, we need to have a PDF (Probability Density Function) to begin with. Since the underlying noise is modeled as an AWGN noise with mean=0 and variance=, the PDF of the observed sample that gets affected by this noise is given by a multivariate Gaussian distribution function.

The sample mean is given by

The PDF is re-written as

Since the observed samples x[n] are fixed in the above equation, we will use the likelihood notation instead of PDF notation. That is, is simply rewritten as . The log likelihood function is given by

For simplicity,we will denote as . Next, take the first partial derivative of log likelihood function with respect to

Taking the second partial derivative of the log likelihood function,

Since the above term is still dependent on the observed samples x[n], take expectation of the entire equation to average out the variations.

Let’s derive the terms like fisher information, CRLB and find out whether we can find an efficient estimator from the equations.

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About Mathuranathan

Mathuranathan Viswanathan - Founder and Author @ gaussianwaves.com which has garnered worldwide readership. He is a masters in communication engineering and has 7 years of technical expertise in channel modeling and has worked in various technologies ranging from read channel design for hard drives, GSM/EDGE/GPRS, OFDM, MIMO, 3GPP PHY layer and DSL.
He also specializes in tutoring on various subjects like signal processing, random process, digital communication etc..,
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